Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 07:09, 5 March 2024

scientific article
Language Label Description Also known as
English
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
scientific article

    Statements

    Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (English)
    0 references
    18 April 2012
    0 references
    riskless component
    0 references
    translation-invariant and positive-homogeneous risk measure
    0 references
    value-at-risk
    0 references
    tail condition expectation
    0 references
    minimization of root of quadratic functional
    0 references
    elliptical family
    0 references
    0 references
    0 references

    Identifiers